Anic Equity¶

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Total return since start: 0.616 %¶

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Equity now: -----------------------------> 49366.76 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 45305.55 Kr¶

PnL: ---------------------------------------> 249.55 Kr¶

DD now: ---------------------------------> -7.066 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-07-04 11:24:18.216495'

Anic Portfolio¶

Today¶

Return: 1.01 %¶

This Week¶

Return: 0.129 %¶

Total portfolio value¶

Return including deposits: 61.614 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Hennes & Mauritz B 9 0.680000 1672.200000 203.200000 13.830000 1468.999998
Sedana Medical 93 3.980000 2670.960000 149.960000 5.950000 2521.000011
Orrön Energy 180 4.730000 2153.700000 110.700000 5.420000 2043.000000
Atrium Ljungberg B 5 3.670000 987.500000 52.500000 5.610000 935.000000
Platzer Fastigheter Holding B 12 3.590000 1004.400000 43.400000 4.520000 960.999996
Sagax A 4 3.720000 892.000000 38.000000 4.450000 854.000000
Catena 2 3.140000 828.400000 36.400000 4.600000 792.000000
JM 6 2.530000 900.000000 36.000000 4.170000 864.000000
Sagax B 4 2.680000 890.000000 36.000000 4.220000 854.000000
Hoist Finance 35 0.870000 1013.250000 33.250000 3.390000 980.000000
Gränges 9 1.940000 945.900000 17.900000 1.930000 927.999999
Hexatronic Group 12 1.710000 984.720000 17.720000 1.830000 966.999996
Byggmax Group 33 2.080000 972.840000 16.840000 1.760000 956.000001
BioGaia B 8 0.860000 942.400000 12.400000 1.330000 930.000000
Bilia A 8 1.070000 909.600000 9.600000 1.070000 900.000000
HEXPOL B 9 -0.350000 1024.200000 3.200000 0.310000 1020.999996
Clas Ohlson B 12 0.000000 974.400000 1.400000 0.140000 972.999996
EQT 4 0.630000 833.200000 1.200000 0.140000 832.000000
AcadeMedia 8 0.500000 402.800000 0.800000 0.200000 402.000000
ASSA ABLOY B 3 -0.620000 771.000000 -8.000000 -1.030000 779.000001
Biotage 7 -1.260000 931.000000 -10.000000 -1.060000 940.999997
Alimak Group 11 -0.240000 915.200000 -12.800000 -1.380000 927.999996
OX2 13 -0.550000 935.350000 -14.650000 -1.540000 949.999999
VEF 909 0.800000 1832.540000 -17.460000 -0.940000 1850.000436
Creaspac SPAC 39 0.000000 3697.200000 -20.800000 -0.560000 3717.999987
Nordic Waterproofing Holding 7 0.150000 945.000000 -22.000000 -2.280000 966.999999
SKF B 5 -2.200000 911.500000 -28.500000 -3.030000 940.000000
Indutrade 5 1.680000 1180.500000 -37.500000 -3.080000 1218.000000
Latour B 4 -0.100000 817.200000 -39.800000 -4.640000 857.000000
Addnode Group B 11 -2.320000 880.550000 -40.450000 -4.390000 921.000003
Vitec Software Group B 2 -0.190000 1040.000000 -47.000000 -4.320000 1087.000000
Hexagon B 26 0.610000 3411.200000 -49.800000 -1.440000 3461.000010
Bufab 3 -0.680000 1045.800000 -63.200000 -5.700000 1109.000001
BHG Group 97 2.510000 1389.040000 -69.960000 -4.800000 1458.999989
INVISIO 16 0.000000 3600.000000 -89.000000 -2.410000 3689.000000
TOTAL 45305.550000 249.550000 -7.0662% 45056.000411

Updated:¶

'2023-07-04 11:24:35.076843'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶